Matthias
d56f9655e2
Update notebook with new statistics example
2020-07-03 07:20:43 +02:00
Matthias
d999fa2a7e
Test autogetting result filename
2020-07-03 06:58:27 +02:00
Matthias
7c5587aeaa
exportfilename can be a file or directory
2020-07-03 06:58:27 +02:00
Matthias
2ed808da1f
Extract .last_result.json to constant
2020-07-03 06:58:27 +02:00
Matthias
afefe92523
Add multi-strategy loading logic
2020-07-03 06:58:27 +02:00
Matthias
c13ec4a1d4
implement fallback loading for load_backtest_data
2020-07-03 06:58:27 +02:00
Matthias
04eaf2c39c
Add test for get_last_backtest_Result
2020-07-03 06:58:27 +02:00
Matthias
7727292861
Rename duration to trade_duration
2020-07-03 06:58:27 +02:00
Matthias
af9a9592b7
Remove unnecessary statement
2020-07-03 06:58:27 +02:00
Matthias
dacb40a976
Add get_latest_backtest_filename
2020-07-03 06:58:27 +02:00
Matthias
b068e7c564
Rename open_time and close_time to *date
2020-07-03 06:58:27 +02:00
Matthias
415853583b
Save backtest-stats
2020-07-03 06:58:27 +02:00
Matthias
5fce7f3b22
Add market Change
...
closes #2524 and #3518
2020-07-03 06:58:27 +02:00
Matthias
c2a6f70b4c
Merge branch 'develop' into keep_dataframe_noapi
2020-06-30 07:46:52 +02:00
Matthias
bf61bc9d83
Introduce ExchangeError
2020-06-28 16:01:40 +02:00
Matthias
676006b99c
--dl-trades should also support increasing download span
...
(by downloading the whole dataset again to avoid missing data in the
middle).
2020-06-24 17:40:23 +02:00
Matthias
ab9382434f
Add test for get_analyzed_dataframe
2020-06-18 06:50:06 +02:00
Matthias
8166b37253
Explicitly check if dp is available
2020-06-18 06:50:06 +02:00
Matthias
9794914838
store dataframe updated as tuple
2020-06-18 06:50:05 +02:00
Matthias
fd97ad9b76
Cache analyzed dataframe
2020-06-18 06:50:05 +02:00
Matthias
a3506f4d8e
Merge branch 'develop' into timeframe
2020-06-15 06:35:55 +02:00
Matthias
3f9ab0846d
Rename profitperc to profit_percent
2020-06-07 15:39:59 +02:00
hroff-1902
f4c2bb1346
Fix crash in #3404
2020-06-02 19:37:08 +03:00
Matthias
f9bb1a7f22
Update more occurances of ticker_interval
2020-06-02 10:02:55 +02:00
Matthias
cadc50ce9b
Replace more occurances of ticker_interval with timeframe
2020-06-01 20:49:40 +02:00
Matthias
16cd1f06b2
Rename get_order_book to fetch_l2_order_book (aligning to ccxt)
2020-05-26 20:27:35 +02:00
Matthias
046202fdda
Fix typing circular dependency
2020-05-22 20:56:34 +02:00
Matthias
1a984ac677
Explicitly raise ValueError if trades are empty
2020-05-21 07:12:53 +02:00
hroff-1902
115586a50f
Introduce freqtrade.typing
2020-05-18 21:59:50 +03:00
hroff-1902
627c5059f0
Move create_pair_list to pairlistmanager
2020-05-18 13:54:21 +03:00
hroff-1902
5f2a871637
Add missing module
2020-05-16 17:15:58 +03:00
hroff-1902
e7c11ed2cf
Fix fetching timeframe (failed in backtesting)
2020-05-16 12:27:56 +03:00
hroff-1902
f8b01f5a43
Make flake happy
2020-05-16 12:27:56 +03:00
hroff-1902
035a12ce61
Move _create_pair_whitelist to dataprovider
2020-05-16 12:27:56 +03:00
hroff-1902
bf25746965
Introduce datatype for informative pairs
2020-05-16 12:27:56 +03:00
hroff-1902
aae096c6ae
Handle fetching ticker for non-existing pair safe way
2020-05-14 13:36:48 +03:00
hroff-1902
3079e18239
Merge branch 'develop' into dataprovider-add-ticker
2020-05-14 13:22:52 +03:00
hroff-1902
b4d2433fc1
Merge pull request #3267 from GrilledChickenThighs/develop
...
Method for accessing current pairlist inside strategy.
2020-05-13 21:29:39 +03:00
Matthias
d86855f2f3
Merge pull request #3129 from freqtrade/trades_to_list
...
convert dl-trades datadownload to list
2020-05-13 09:41:26 +02:00
Paul D. Mendes
9fbe135790
attached pairlist manager onto dataprovider init for unified access to dynamic whitelist
2020-05-11 20:17:03 +04:00
Paul D. Mendes
bc9efc31ad
Added Method for accessing current pair list on initialization for dynamic informative pairs
...
moved import into function to avoid circular import with hyperopt
2020-05-11 19:45:15 +04:00
hroff-1902
63b55658ac
Add ticker to dataprovider
2020-05-01 05:11:30 +03:00
Matthias
7aba9bc62a
Update freqtrade/data/converter.py
...
Co-Authored-By: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
2020-04-17 06:22:25 +02:00
hroff-1902
f2b1802666
Merge pull request #3137 from freqtrade/fix_maxdrawdown
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[minor] Fix maxdrawdown
2020-04-14 16:03:25 +03:00
Matthias
ddf37ef059
Add test to demonstrate that the dataframe is not changed
2020-04-14 08:02:42 +02:00
Matthias
4ee0cbb575
Reset index to correctly gather index
2020-04-12 10:40:02 +02:00
orehunt
20abb379aa
trim trades to the available ohlcv data before plotting profits
2020-04-06 15:54:17 +02:00
Matthias
41d5c40f10
Correctly test drawdown plot
2020-04-05 14:44:44 +02:00
Matthias
e204170eb6
Fix max_drawdown bug finding low before high!
2020-04-05 14:29:40 +02:00
Matthias
9d7ad23d42
Fix test leakage
2020-04-02 08:20:50 +02:00
Matthias
eab6c9c5f2
Fix message
2020-04-01 20:50:00 +02:00
Matthias
0d51383b57
Format logmessages correctly
2020-04-01 20:31:21 +02:00
Matthias
ba03d96961
Test 5s offset on since
2020-04-01 20:04:36 +02:00
Matthias
ff9caf790b
remove trade duplicates in datahandler
2020-04-01 19:45:46 +02:00
Matthias
0506caf986
Implement trades_remove_dulicates
2020-04-01 19:45:38 +02:00
Matthias
bac0eaab03
fix convert to ohlcv
2020-04-01 19:45:35 +02:00
Matthias
d76bb1ccf4
Use List of Lists instead of list of Dicts for trades data
2020-04-01 19:45:21 +02:00
Matthias
1659ddcc5d
Add conversion function from fetch_trades to list
2020-04-01 19:45:21 +02:00
Matthias
3e1bef888a
Fix flake8 error
2020-03-18 19:40:13 +01:00
Fredrik81
0920d6fce4
Update freqtrade/data/btanalysis.py
...
Co-Authored-By: Matthias <xmatthias@outlook.com>
2020-03-18 11:01:09 +01:00
Fredrik81
8c33e07dc6
Update based on comments
2020-03-15 21:20:32 +01:00
hroff-1902
57ff3ff450
Merge branch 'develop' into plot-trades
2020-03-15 13:31:00 +03:00
Matthias
0f1640bed4
convert exportfilename to Path when config parsing
2020-03-15 09:39:45 +01:00
Fredrik81
27faf12fde
Fix if no file exists
2020-03-14 22:15:03 +01:00
hroff-1902
59fadabb5b
Fix merging
2020-03-13 20:26:14 +03:00
hroff-1902
51f52c8609
Merge branch 'develop' into no-ticker-2
2020-03-13 16:43:52 +03:00
Matthias
6f67b8d9b9
iCheck after clean_dataframe, too
2020-03-12 19:50:46 +01:00
Matthias
129a88d5da
Extract emptyness check to it's own method
2020-03-11 19:53:28 +01:00
orehunt
3eaae4661d
check again for emptiness after trimming dataframe
2020-03-09 17:51:21 +01:00
hroff-1902
3208faf7ed
Do not use ticker where it's not a ticker
2020-03-08 20:47:02 +03:00
Matthias
9d8970a76b
Add test and formatting to drawdown
2020-03-03 20:23:44 +01:00
Matthias
33a63562cb
make drawdown function less restrictive
2020-03-03 07:23:38 +01:00
Matthias
e050511ddc
Add test for max_drawdown calculation
2020-03-03 07:20:41 +01:00
Matthias
3479f7d986
Add max_drawdown function
2020-03-03 07:15:03 +01:00
hroff-1902
e2e6b940a3
copy=False does not make the changes inline anyway, so not needed
2020-02-22 19:54:19 +03:00
hroff-1902
c651e0ac82
Fix #2948
2020-02-22 19:46:40 +03:00
Matthias
3186add87b
Use explicit column list for float parsing
2020-02-22 14:46:54 +01:00
Matthias
7ecc56fa44
Load ohlcv data as float
2020-02-22 13:10:41 +01:00
Matthias
d65a06947d
Merge branch 'develop' into data_handler
2020-02-09 15:16:43 +01:00
hroff-1902
f3d500085c
Add some type hints
2020-02-02 07:00:40 +03:00
Matthias
41945138ac
Converting pairs from filename to pair corrected
2020-01-05 13:35:36 +01:00
Matthias
4eaaec9d1a
Implement pair_to_filename to datahandler
...
includes tests - taken from #2744 and modified to adapt to new structure
2020-01-05 10:36:08 +01:00
Matthias
f82c4346b6
data conversion, not data conversation
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* we're not talking to the data yet ...
2020-01-05 09:55:02 +01:00
Matthias
2409261cb7
Merge branch 'develop' into data_handler
2020-01-04 11:36:27 +01:00
Matthias
2c8e8d8ef6
Align columns for btanalysis loading
2020-01-02 09:51:47 +01:00
Matthias
699c0d6bc3
Merge branch 'develop' into data_handler
2019-12-30 19:40:43 +01:00
Matthias
1ffda29fd2
Adjust improts to new exception location
2019-12-30 15:02:17 +01:00
Matthias
814cc20c6b
Remove potential circular import
2019-12-28 19:58:41 +01:00
Matthias
f4a532ef6d
Pass format to load_data
2019-12-28 14:57:39 +01:00
Matthias
ae1b28aab7
Remove get_datahandlerclass from package exposes
2019-12-28 14:32:11 +01:00
Matthias
66d18575a7
Implement abstract interface
2019-12-28 11:10:31 +01:00
Matthias
9e4fc00a0f
Add test for convert_ohlcv
2019-12-28 11:03:06 +01:00
Matthias
28787a001c
Move convert functions to convert module
2019-12-28 11:02:34 +01:00
Matthias
6860491189
Rename datahandler module to history module
...
Also move previous history.py into this module - so everything is
bundled
2019-12-28 11:01:42 +01:00
Matthias
9c5b94adf5
Pass data_format to methods
2019-12-28 11:01:42 +01:00
Matthias
d65c1eea7a
Add some tests for datahandler
2019-12-28 11:01:42 +01:00
Matthias
8a030e7fc0
Use exists instead of is_file
2019-12-28 11:01:42 +01:00
Matthias
a3144cb2f0
remove trim_tickerlist
2019-12-28 11:01:42 +01:00
Matthias
d1b52809ac
Cleanup history
2019-12-28 11:01:41 +01:00
Matthias
d06777b8ce
Remove old "load_cached_data" method
2019-12-28 11:01:41 +01:00
Matthias
7a6476c9ba
Update tests
2019-12-28 11:01:41 +01:00
Matthias
df085a6f15
Fix small bug and test
2019-12-28 11:01:41 +01:00
Matthias
c648d973c1
Implement new "load_data_for_updating" method based on dataframes
2019-12-28 11:01:41 +01:00
Matthias
ec8fb5f308
Make no-data warning optional
2019-12-28 11:01:41 +01:00
Matthias
b83487a70d
Extract default dataframe columns to constant
2019-12-28 11:01:41 +01:00
Matthias
91c70a0e9c
Change to use ohlcv_purge
2019-12-28 11:01:41 +01:00
Matthias
37c5b68987
Move dataframe validation to abstract class
2019-12-28 11:01:41 +01:00
Matthias
e861f05b75
Move dataframe trim to within jsondatahandler
2019-12-28 11:01:41 +01:00
Matthias
552c93abf0
Improve some docstrings
2019-12-28 11:01:41 +01:00
Matthias
b7c1d55491
Modify tests to point to datahandlers
2019-12-28 11:01:41 +01:00
Matthias
9876d126ca
Use handler for trades
2019-12-28 11:01:41 +01:00
Matthias
9547d47ae2
Initialize datahandlers
2019-12-28 11:01:41 +01:00
Matthias
5fca17d7e1
Allow initializing handler-class just once
2019-12-28 11:01:41 +01:00
Matthias
416517b0c9
Move trim_dataframe from history to converter
2019-12-28 11:01:41 +01:00
Matthias
9d8ea2f13b
Replace calls to load_tickerdata_file with DataHandler calls
2019-12-28 11:01:41 +01:00
Matthias
88fa7fc24c
Simplify validate dataframe method
2019-12-28 11:01:41 +01:00
Matthias
53ee636fa0
Check if file exists before loading
2019-12-28 11:01:41 +01:00
Matthias
873f5dbe6b
Revrite validate_pairdata to work with pandas
2019-12-28 11:01:41 +01:00
Matthias
db520a09ee
Trim dataframe, not tickerlist
2019-12-28 11:01:41 +01:00
Matthias
866908d2ca
Load and save using pandas internal function
2019-12-28 11:01:41 +01:00
Matthias
d9e7d64f33
Split parse_ticker_dataframe some logic to clean_ohlcv_dataframe.
2019-12-28 11:01:41 +01:00
Matthias
1b90ec58b9
Use changed pair-handling for providers
2019-12-28 11:01:41 +01:00
Matthias
d923bab828
Remove abstract interface for now
2019-12-28 11:01:41 +01:00
Matthias
48728e2d66
Change DataProvider interface to accept pair per method
2019-12-28 11:01:41 +01:00
Matthias
e529a4c261
Fix typehint for get_datahandlerclass
2019-12-28 11:01:41 +01:00
Matthias
c6d6dbfdb1
Implement jsondatahandler file store
2019-12-28 11:01:41 +01:00
Matthias
abc6b9459a
Add ohlcv_store call to convert_ohlcv
2019-12-28 11:01:41 +01:00
Matthias
2a728ee68f
fix bug in find-files
2019-12-28 11:01:41 +01:00
Matthias
ef0fcb0e0f
Make data-finding safe
2019-12-28 11:01:41 +01:00
Matthias
e5a61667dd
Implement first version of jsondatahandler
2019-12-28 11:00:22 +01:00
Matthias
bb8acc61db
Convert datadir within config to Path
...
(it's used as Path all the time!)
2019-12-23 15:11:29 +01:00
hroff-1902
cf4c3642ce
Minor improvements in data.history
2019-12-18 01:06:03 +03:00
hroff-1902
021fa1ca1a
Merge pull request #2678 from hroff-1902/dataprovider-history-split-refresh
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Dataprovider history: split refresh part
2019-12-18 00:30:47 +03:00
hroff-1902
3a542bce62
Merge pull request #2674 from freqtrade/bt_trade_open_price
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Pre-calculate open_trade_price
2019-12-17 21:51:13 +03:00
hroff-1902
1537389617
Remove startup_candles argument in refresh_data
2019-12-17 18:23:31 +03:00
hroff-1902
b2796f99b6
Remove redundant refresh_pair_history
2019-12-17 14:06:21 +03:00
hroff-1902
60f89c8c01
Split refresh from load_data/load_pair_history
2019-12-17 13:43:42 +03:00
Matthias
a2964afd42
Rename profit_percent to profit_ratio to be consistent
2019-12-17 08:53:30 +01:00
hroff-1902
0277cd82ea
Make mypy happy
2019-12-16 23:25:57 +03:00
hroff-1902
a6fc743d85
Align code in _download_*_history()
2019-12-16 22:12:26 +03:00
hroff-1902
fa968996ed
Remove useless check
2019-12-16 22:01:26 +03:00
hroff-1902
4cd45b6535
Rename download_*_history as non-public
2019-12-16 21:57:03 +03:00
hroff-1902
2af9ffa7f2
Align refresh_backtest_ to each other
2019-12-16 21:43:33 +03:00
Matthias
7c7ca1cb90
Remove min (plural) from codebase
2019-12-11 07:12:37 +01:00
Matthias
054484ad73
load_pair_history should not return None, but an empty dataframe if no
...
data is found
2019-12-04 06:57:44 +01:00
Matthias
c8c48156dd
Don't load trades twice ...
2019-11-13 20:44:55 +01:00
Matthias
6ac73f7cde
Update missed strings
2019-11-13 11:28:26 +01:00
Matthias
1c57a4ac35
more replacements of ticker_interval
2019-11-12 15:13:06 +01:00
Matthias
08aedc18e1
Exchange ticker_interval with timeframe in some more places
2019-11-12 15:13:06 +01:00
Matthias
e4bdb92521
Replace some occurances of ticker_interval with timeframe
2019-11-12 15:13:06 +01:00
Matthias
da57396d07
Fix UTC handling of timestamp() conversation in fetch_my_trades
2019-11-08 06:55:07 +01:00
hroff-1902
f435384bf0
Merge pull request #2451 from freqtrade/bt_analysis_maxopen
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Bt analysis maxopen at any time
2019-11-01 00:13:31 +03:00
hroff-1902
3149c12a14
Merge pull request #2444 from freqtrade/sql_cleanup
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Fix scoped_session and add Documentation for strategy
2019-10-31 23:19:30 +03:00
Matthias
5dcf28cafb
Reduce frequency of "startup-period" message
2019-10-31 06:57:37 +01:00
Matthias
dd408aa5d6
Add analyze_trade_parallelism analysis function
2019-10-30 14:07:23 +01:00
Matthias
dac88c6aed
extract Find parallel trades per interval
2019-10-30 13:35:55 +01:00
Matthias
26a5800a7f
Extract get_trades function
2019-10-30 11:12:49 +01:00
hroff-1902
5254059fe4
Merge pull request #2430 from freqtrade/startup_period_bt
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Add Startup period for strategies
2019-10-28 23:33:30 +03:00
Matthias
e82460bde6
Fix create_cum_profit to work with trades that don't open on candle
...
opens
2019-10-28 14:24:12 +01:00
Matthias
61c037f2cf
Fix some typos and comment mistakes
2019-10-28 13:05:54 +01:00
Matthias
132a4da7cf
Small style fixes and adjusted tests
2019-10-27 10:56:38 +01:00
Matthias
33164ac78e
Refactor loading of bt data to backtesting ...
2019-10-27 09:44:56 +01:00
Matthias
704121c197
Move most logic to history
2019-10-27 09:44:56 +01:00
Matthias
9e7e051eb4
add trim-dataframe method
2019-10-27 09:44:56 +01:00
hroff-1902
14755779de
Merge pull request #2391 from freqtrade/plot_trades_in_min
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[minor][plot] Plotting trades from database should show correct duration
2019-10-20 20:11:01 +03:00
hroff-1902
4f17511fdc
Merge pull request #2393 from freqtrade/remove_timeframe
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Remove non-date based timeframe selection
2019-10-19 22:05:44 +03:00
Matthias
16e10d99b9
Remove timeframe logic for non-date entries
2019-10-19 15:10:48 +02:00
Matthias
f41c659cb2
Plotting trades from database should show correct duration
2019-10-19 13:18:52 +02:00
Matthias
13e80e449c
cleanup and better docstring
2019-10-14 06:22:10 +02:00
Matthias
3e4617be37
add pandas-based converter-functions
2019-10-13 19:25:16 +02:00
Matthias
2374cda8d0
Cleanup and tests for refresh_backtest_trades
2019-10-13 13:15:22 +02:00
Matthias
0d592f6c55
Refactor trade downloading to handle exceptions only once
2019-10-13 13:15:22 +02:00
Matthias
476adf872a
Add conversion from trades to ohlcv at different intervals
2019-10-13 13:15:22 +02:00
Matthias
9584629f50
Rename argument from dl_path to datadir
2019-10-13 13:15:22 +02:00
Matthias
8069cd6689
add refresh_trades_ method
2019-10-13 13:15:22 +02:00
Matthias
19f3669fbd
add docstring
2019-10-13 13:15:22 +02:00
Matthias
6e952a0aa8
Capture downloaded data
2019-10-13 13:15:22 +02:00
Matthias
2c0bb71a6e
Add download_trades_history()
2019-10-13 13:15:22 +02:00
Matthias
d250b67f33
Add load/store trades data
2019-10-13 13:15:22 +02:00
Matthias
42b8241541
use gz to save / load trades data
2019-10-13 13:15:22 +02:00
Matthias
63e87ef85b
Add pair_trades_filename
2019-10-13 13:15:22 +02:00
Matthias
5e23cc719d
Add tests for orderbook and market in dataprovider
2019-10-10 19:38:01 +02:00
Matthias
bba5f54722
Merge pull request #2335 from hroff-1902/dataprovider-market
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Allow to use market data in the strategies
2019-10-10 16:54:04 +02:00
hroff-1902
211b9cbe04
Cleanup in data.history
2019-10-06 18:35:09 +03:00
hroff-1902
3ac5b91899
Add market() method to dataprovider
2019-10-03 02:58:45 +03:00
hroff-1902
0268bfdbd4
Minor: fix typo in comment
...
Minor cosmetics. typo caught.
2019-09-26 02:04:48 +03:00
Matthias
508a35fc20
Update comment as to why certain points have not been removed
2019-09-20 20:20:16 +02:00
Matthias
9cedbc1345
Cleanup history.py and update documentation
2019-09-20 20:16:49 +02:00
Matthias
1cd8ed0c1a
Remove --refresh-pairs
2019-09-20 20:02:07 +02:00
hroff-1902
dda513c923
Minor class cosmetics
2019-09-12 12:13:20 +03:00
Jonathan Raviotta
a5510d14e9
de-mangling
2019-09-09 06:58:41 +02:00
Matthias
972b8a1726
Remove defaulting to test_data folder when no datadir is present
2019-09-07 21:06:20 +02:00
Matthias
816d942ded
Merge branch 'develop' into plot_commands
2019-08-30 20:42:58 +02:00
Matthias
3232251fea
Refactor downloading ohlcv from utils to history
2019-08-25 15:01:27 +02:00
Matthias
2ae398913d
Fix bug in bt-analysis when multiple trades sell at the same time
2019-08-24 15:11:31 +02:00
Matthias
545e5c5bc6
simplify load_trades call
2019-08-24 15:11:31 +02:00
Matthias
e8ee087e9d
Merge branch 'develop' into download_module
2019-08-20 06:49:18 +02:00
Matthias
9e8ca8d4bf
Merge pull request #2138 from freqtrade/history_docstrings
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Refactorings to history
2019-08-20 06:35:54 +02:00
hroff-1902
407a3bca62
implementation of ohlcv optimized
2019-08-18 13:00:37 +03:00
hroff-1902
310e438706
logging message improved
2019-08-18 12:55:31 +03:00
hroff-1902
8a2a8ab8b5
docstring for ohlcv improved
2019-08-18 12:47:19 +03:00
hroff-1902
84a0f9ea42
get_pair_dataframe helper method added
2019-08-17 12:57:44 +03:00
Matthias
219d0b7fb0
Adjust documentation to removed download-script
2019-08-16 15:27:48 +02:00
Matthias
12677f2d42
Adjust docstring to match functioning of load_cached_data
2019-08-15 20:13:19 +02:00
Matthias
a94a89086f
Don't forward timerange to load_ticker_file
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when loading cached data for updating.
We always want to get all data, not just a fraction (we would end up
overwriting the non-loaded part of the data).
2019-08-15 20:09:00 +02:00
Matthias
f3e6bcb20c
Avoid using negative indexes
2019-08-15 06:35:50 +02:00
Matthias
b2a22f1afb
Fix samll errors
2019-08-14 21:39:53 +02:00
Matthias
91d1061c73
Abstract tickerdata storing
2019-08-14 20:49:06 +02:00
Matthias
0ffb184eba
Change some docstrings and formatting from history
2019-08-14 20:45:24 +02:00
Matthias
84baef922c
Rename get_history to get_historic_ohlcv
2019-08-14 10:14:54 +02:00
Matthias
4d1ce8178c
intend if to be clearer
2019-08-04 10:38:37 +02:00
Matthias
c4e30862ee
load_trades_db should give as many columns as possible
2019-08-03 19:55:54 +02:00
Matthias
76d22bc743
Show correct valueerror message
2019-08-02 09:41:24 +02:00
Matthias
a0cecc6c52
Fix test after pandas 0.25.0 update
2019-07-24 06:29:50 +02:00
Matthias
5144e98a82
Merge pull request #2015 from hroff-1902/refactor/config2
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Make configuration a module
2019-07-15 19:41:57 +02:00
Matthias
4238ee090d
Cleanup some code
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after deepcode.ai suggestions
2019-07-14 20:05:28 +02:00
hroff-1902
1bdffcc73b
make configuration a sep. module, including arguments
2019-07-12 00:49:23 +03:00
Matthias
b3644f7fa0
Fix typo in docstring
2019-07-03 06:26:39 +02:00
Matthias
5a11ffcad8
Add test for add_profit
2019-06-30 10:24:10 +02:00
Matthias
6b387d320e
extract combine_tickers to btanalysis
2019-06-30 10:04:43 +02:00
Matthias
8aa327cb8a
Add load_trades abstraction (to load trades from either DB or file)
2019-06-29 20:52:23 +02:00
Matthias
edd3fc8825
Add test for create_cum_profit
2019-06-29 17:22:47 +02:00
Matthias
044be3b93e
Add create_cum_profit column
2019-06-29 16:57:04 +02:00
Matthias
31a2aac627
Merge pull request #1959 from freqtrade/split_btanalysis_load_trades
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Split btanalysis load trades
2019-06-24 19:41:56 +02:00
Matthias
eba7327058
Merge branch 'develop' into split_btanalysis_load_trades
2019-06-24 07:15:14 +02:00
Matthias
a07653a6cc
Merge branch 'develop' into fix/validate_dataframe
2019-06-24 06:21:08 +02:00
hroff-1902
116d8e853e
typos in docstrings fixed
2019-06-23 23:10:37 +03:00
Matthias
559d5ebd1d
Remove combined load-method since it's confusing
2019-06-22 16:20:41 +02:00
Matthias
de38aea164
Fix sequence of loading trades
2019-06-22 15:45:20 +02:00
Matthias
fc3e3c468c
File existence is checked in load_backtest_data
2019-06-16 19:35:21 +02:00
Matthias
1cd8415723
Move extract_trades_of_period to btanlaysis
2019-06-16 19:33:48 +02:00
Matthias
c7643e142b
Move load_trades to bt_anlaysis
2019-06-16 19:33:48 +02:00
Matthias
4a916125a0
Tests need to pass pair to parse_ticker_dataframe
2019-06-15 13:48:08 +02:00
Matthias
89ff614e1d
Add pair as parameter, and warn when fillup was necessary
2019-06-15 13:46:19 +02:00
Matthias
cd4cf215e1
Convert validate_backtest_data to take dataframe directly
2019-06-15 13:31:27 +02:00
Matthias
01b5ece642
Log missing data filllup if necessary
2019-06-15 13:31:14 +02:00
Matthias
08105641d9
Merge pull request #1901 from yperfanov/bid_ask_strategy
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Bid ask strategy
2019-06-11 11:14:39 +02:00
Matthias
ce317b62f9
Add docstrings to load_pair_history
2019-06-09 14:40:45 +02:00
Matthias
fdbbefdddd
Make drop_incomplete optional
2019-06-09 14:35:58 +02:00
Matthias
d7c63347e1
Use kwarg for parse_ticker_dataframe
2019-06-09 13:19:01 +02:00
Yuliyan Perfanov
199426460a
implemented DataProvider.orderbook()
2019-06-02 13:25:09 +03:00
Matthias
15984b5c43
Adjust some tests - implement new "live" method to plot_script
2019-05-29 20:25:07 +02:00
Matthias
c2f6897d8b
Move download of live data to load_data
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Avoids code duplication in backtesting and plot_dataframe
2019-05-29 20:20:20 +02:00
Matthias
9225cdea8a
Move validate_backtest_data and get_timeframe to histoyr
2019-05-25 16:51:52 +02:00
hroff-1902
98eeec3145
renaming of make_testdata_path reverted
2019-05-22 14:04:58 +03:00
hroff-1902
11dce91281
data/history minor cleanup
2019-05-21 20:49:02 +03:00
hroff-1902
e2b83624a3
data/history cleanup
2019-05-17 19:05:36 +03:00
hroff-1902
ad85ac3dde
make --refresh-pairs-cached common option for optimization; added support for it into hyperopt
2019-04-22 21:24:45 +03:00
hroff-1902
9fbe573cca
limit usage of ccxt to freqtrade/exchange only
2019-04-09 12:27:35 +03:00
hroff-1902
ebf1126351
cosmetic: rename interval, tick_interval, etc --> ticker_interval
2019-04-07 16:28:53 +03:00
hroff-1902
2aa1b43f01
get rid of TICKER_INTERVAL_MINUTES dict, use ccxt's parse_timeframe() instead
2019-04-04 20:56:40 +03:00
Matthias
9f7f089d8a
adjust plot_dataframe to use btanalysis
2019-03-16 17:28:28 +01:00
Matthias
e1f48c2b46
Add btanalysis file
2019-03-16 17:28:28 +01:00
hroff-1902
d6c0c107ac
fixed flake
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hmm, even in the comments?
2019-02-10 22:23:00 +03:00
hroff-1902
7ed15c64ba
what else?
2019-02-10 22:13:40 +03:00
hroff-1902
4dffb17dd6
fix flake
2019-02-10 22:01:46 +03:00
hroff-1902
14d6cdf9b2
OHLCV should be float for TA-LIB indicators in the strategy
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Some exchanges (BitMEX) return integer values for Volume field. And sometimes even for OHLC -- same, on BitMEX, since price decrease is 0.5. TA-LIB functions assume floats and fail with exception.
Of course, this can be fixed (converted) in ccxt for particular exchange, but TA-LIB will still fail for exchanges for that such a conversion is not implemented in ccxt code. So let's make perform this conversion here in order to be sure our strategy will not crash on a new exchange.
2019-02-10 21:52:33 +03:00
Samuel Husso
e3ae8d3f69
flake8 3.7.1 fixes
2019-01-31 07:51:03 +02:00
Matthias
bfd8609352
Fix comment
2019-01-26 19:16:33 +01:00
Matthias
e66808bb02
Add additional pairs to refresh call
2019-01-22 07:07:15 +01:00
Matthias
d6cdfc58af
Fix mypy hickup after changing list to tuples
2019-01-22 07:07:15 +01:00
Matthias
6525a838d1
Adjust documentation to tuple use
2019-01-22 07:07:15 +01:00
Matthias
f0af4601f9
Adopt plot_dataframe to work with --live
2019-01-22 07:07:15 +01:00
Matthias
0aa0b1d4fe
Store tickers by pair / ticker_interval
2019-01-22 07:07:15 +01:00
Matthias
a206777fe5
Rename refresh_tickers to refresh_latest_ohlcv
2019-01-22 07:05:09 +01:00
Matthias
646e98da55
Always return dataframe
2019-01-22 07:04:19 +01:00
Matthias
2b029b2a86
Only return ohlcv if available (Live and dry modes)
2019-01-22 07:04:19 +01:00
Matthias
35c8d1dcbe
Update comment
2019-01-22 07:04:19 +01:00
Matthias
8f3ea3608a
some cleanup
2019-01-22 07:04:19 +01:00
Matthias
d3a37db79a
Provide available pairs
2019-01-22 07:04:19 +01:00
Matthias
f034235af4
Tests for RunMode
2019-01-22 07:04:19 +01:00
Matthias
1340b71633
Add RunMode setting to determine bot state
2019-01-22 07:04:19 +01:00
Matthias
84cc4887ce
Add copy parameter
2019-01-22 07:04:19 +01:00
Matthias
e38c06afe9
Small fixes
2019-01-22 07:04:19 +01:00
Matthias
f1a5a8e20e
provide history
2019-01-22 07:04:19 +01:00
Matthias
4ab7edd3d6
small adaptations
2019-01-22 07:04:19 +01:00
Misagh
26a77e193e
Merge pull request #1454 from freqtrade/feat/interpolate_missing
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interpolate missing candles
2019-01-04 22:33:53 +01:00
Matthias
c337a931c2
Fix bug on --refresh-pairs-cached
2019-01-01 13:42:30 +01:00
Matthias
672d115eca
Change default value and add docstring
2018-12-31 19:42:14 +01:00
Matthias
ef4555735a
Fill up missing as part of loading data
2018-12-31 19:13:34 +01:00
Matthias
03389d961f
ADd test for data_interpolate
2018-12-31 09:18:22 +01:00
Matthias
a021cd3ae2
Add ohlcv data interpolator
2018-12-31 07:12:54 +01:00
Matthias
61f8ce5c0e
remove unused imports
2018-12-28 10:44:24 +01:00
Matthias
7dc40cdac5
refactor file_load_json to be standalone
2018-12-28 10:25:41 +01:00
Matthias
27abdd9788
Move load_json to misc
2018-12-28 10:04:28 +01:00
Matthias
c955415cc3
Switch from ujson to rapidjson
2018-12-28 10:01:16 +01:00
Matthias
5493d1a7e0
Fix wonrly named module
2018-12-17 06:32:59 +01:00
Matthias
806ab3729f
Add / fix some comments
2018-12-16 14:14:17 +01:00
Matthias
eb7034c7a7
Rename download_backtest_testdata to download_pair_history
2018-12-16 10:33:08 +01:00
Matthias
8bd4d03e13
remove download_pairs
2018-12-16 10:29:53 +01:00
Matthias
043cefd60a
allow reloading single pair
2018-12-16 10:17:11 +01:00
Matthias
ebb80b6906
remove ujson / json fallback hack as it's now in requirements
2018-12-16 09:58:54 +01:00
Matthias
f5b2430cda
Fix docstrings and typo
2018-12-16 09:58:46 +01:00
Matthias
8a3c2a0c63
allow only loading 1 pair if necessary
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* simplify tests nad remove unnecessary mocking
2018-12-15 20:32:55 +01:00
Matthias
acd07d40a0
Cleanup some comments and code formatting
2018-12-15 19:52:52 +01:00
Matthias
34ea214f7c
Fix some tests to use dataframe
2018-12-15 14:42:21 +01:00
Matthias
1c5031b468
load_data to return dataframe
2018-12-15 14:28:37 +01:00
Matthias
c1a32bc6c8
use json_load to load data
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- otherwise unforseen problems could appear due to the default beeing ujson
2018-12-15 14:22:49 +01:00
Matthias
6c02cc5993
Adjust test to pathlib
2018-12-15 14:14:38 +01:00
Matthias
21aba1620c
Replace calls to load_data
2018-12-15 14:10:33 +01:00
